0.02Open0.01Pre Close52 Volume311 Open Interest24.50Strike Price61.00Turnover15.94%IV1.18%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1006Delta0.8362Gamma2422.50Leverage Ratio-0.0100Theta0.0001Rho243.69Eff Leverage0.0023Vega